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person:"Huizinga, Harry"
~accessRights:"restricted"
~person:"Augustin, Patrick"
~person:"Phelan, Gregory"
~person:"Yan, Hong"
~subject:"Yield curve"
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Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
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The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
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Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
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